+28.7%
SWK vs SHAK
+122.6%
-93.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.2% |
| 7D | +11.0% | +2.0% | +9.0% | +10.5% |
| 30D | +30.1% | +12.0% | +18.0% | +25.9% |
| 3M | +14.7% | +2.3% | +12.3% | +13.4% |
| 6M | +44.5% | -25.5% | +70.0% | +52.2% |
| YTD | +59.4% | -11.4% | +70.8% | +58.9% |
| 1Y | +77.5% | -21.8% | +99.3% | +82.8% |
| 3Y | +49.5% | +25.8% | +23.6% | +27.8% |
| 5Y | -24.9% | -21.0% | -3.9% | -30.6% |
| All | +28.7% | +122.6% | -93.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling